emoen / Machine-Learning-for-Asset-ManagersLinks
Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitative Finance) written by Prof. Marcos López de Prado.
☆554Updated 4 months ago
Alternatives and similar repositories for Machine-Learning-for-Asset-Managers
Users that are interested in Machine-Learning-for-Asset-Managers are comparing it to the libraries listed below
Sorting:
- All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo.☆718Updated 9 months ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆603Updated this week
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆957Updated last year
- Quantitative finance research tools in Python☆427Updated 2 years ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆209Updated 4 years ago
- ☆307Updated 2 years ago
- Modular Python library that provides an advanced event driven backtester and a set of high quality tools for quantitative finance. Integr…☆591Updated this week
- This project involves using a combination of statistics along with financial thoery to demonstrate a popular trading strategy used in equ…☆437Updated last year
- Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …☆368Updated this week
- Quantitative Finance book☆668Updated 2 months ago
- Open sourced research notebooks by the QuantConnect team.☆617Updated last year
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆451Updated last year
- Advances in Financial Machine Learning☆784Updated 2 years ago
- Top training materials in quantitative finance☆420Updated 9 months ago
- SABR model Python implementation☆519Updated 3 years ago
- A framework for quantitative finance In python.☆856Updated 2 years ago
- Resources for Quantitative Finance☆758Updated last year
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆812Updated last year
- Portfolio and risk analytics in Python☆490Updated 2 weeks ago
- Sources codes for: Mastering Python for Finance, Second Edition☆419Updated last month
- Quantitative Finance tools☆551Updated last year
- experiments with pair trading☆300Updated 6 months ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,708Updated 8 months ago
- Backtest and live trading in Python☆605Updated last year
- Recreate EP Chan algo trading book strategies☆405Updated 6 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆755Updated last month
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆363Updated 6 years ago
- A Python library for mathematical finance☆482Updated last year
- Performance analysis of predictive (alpha) stock factors☆435Updated 2 weeks ago
- A nimble options backtesting library for Python☆1,130Updated 11 months ago